In his 1959 novel Starship Troopers, Robert Heinlein refers to talking bombs that speak an alien language (to creatures called "skinny's").

This was a special bomb, one issued to each of us for this mission with instructions to use them if we found ways to make them effective. The squawking I heard as I threw it was the bomb shouting in skinny talk (free translation): "I'm a thirty second bomb! I'm a thirty second bomb! Twenty-nine! Twenty-eight! Twenty-seven!..."

The closest thing to a talking grenade is the flashbang grenade, created for Britain's Special Air Service for use in anti-terrorist actions. Flashbangs emit a piercing 175 decibel sound along with an actinic flash that blinds victims for about five seconds. Flashbangs were developed in the mid-1970's.